Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Namespaces | Variables
constants.hpp File Reference

Physical and financial constants for the SRFM system. More...

#include <cstddef>

Go to the source code of this file.

Namespaces

namespace  srfm
 
namespace  srfm::constants
 

Variables

static constexpr double srfm::constants::BETA_MAX_SAFE = 0.9999
 
static constexpr double srfm::constants::BETA_NEWTONIAN_THRESHOLD = 0.1
 Below this β, relativistic corrections are negligible (γ ≈ 1 + β²/2).
 
static constexpr double srfm::constants::FLOAT_EPSILON = 1e-12
 General floating-point comparison epsilon.
 
static constexpr double srfm::constants::METRIC_SINGULARITY_EPSILON = 1e-14
 Epsilon for metric invertibility check (det(g) must exceed this).
 
static constexpr double srfm::constants::MIN_VOLATILITY = 1e-8
 Minimum volatility to prevent a singular diagonal metric entry.
 
static constexpr double srfm::constants::SPEED_OF_INFORMATION = 1.0
 
static constexpr double srfm::constants::DEFAULT_GEODESIC_STEP = 0.01
 Default proper-time step for geodesic integration.
 
static constexpr double srfm::constants::DEFAULT_FD_STEP = 1e-5
 Default finite-difference step for numerical metric derivatives.
 
static constexpr std::size_t srfm::constants::MIN_RETURN_SERIES_LENGTH = 30
 
static constexpr double srfm::constants::DEFAULT_RISK_FREE_RATE = 0.0
 Default annualised risk-free rate (zero — excess-return framing by default).
 
static constexpr double srfm::constants::ANNUALISATION_FACTOR = 252.0
 Default annualisation factor: 252 trading days per year.
 

Detailed Description

Physical and financial constants for the SRFM system.

READ-ONLY for all agents except the designated maintainer. Submit a CROSS_AGENT_REQUESTS.md entry to propose additions.

Definition in file constants.hpp.